-21.0%
PCG vs LVS
-11.1%
-9.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.6% | +11.1% | -12.7% | -3.1% |
| 30D | +1.4% | +14.7% | -13.3% | -0.6% |
| 3M | -23.4% | -10.9% | -12.4% | -22.2% |
| 6M | -19.4% | -22.3% | +3.0% | -16.8% |
| YTD | -18.5% | -35.8% | +17.3% | -13.7% |
| 1Y | -19.5% | -33.5% | +13.9% | -15.4% |
| 3Y | -21.0% | -11.7% | -9.3% | -23.4% |
| All | -21.0% | -11.1% | -9.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling